This fundamental question became an enormous scientific field in the last century a historical review can be found
in [1]}, [2]}. Beyond the most studied regular case there are non-linear (or anomalous)
[3]}, [4]}, [5]}, non-local [6]} or even fractional processes [7]}.
Far from completeness we just mention some of the most relevant monographs. In the following we deal with the
regular diffusion equation therefore we mention three basic references [8]}, [9]}, [10]}.
It is obvious that this phenomena has an important number of applications in engineering
[11]}, [12]}, in meteorology [13]}, [14]} in polymer science [15]}, in finance [16]}
or even in social networks [17]}.
